Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB
Year of publication: |
2004
|
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Authors: | Vähämaa, Sami |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | asymmetries | implied skewness | market expectations | monetary policy |
Series: | ECB Working Paper ; 315 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 390769436 [GVK] hdl:10419/152749 [Handle] RePEc:ecb:ecbwps:20040315 [RePEc] |
Classification: | E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB
Vähämaa, Sami, (2004)
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Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB
Vähämaa, Sami, (2004)
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Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB
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